Minimum-distance methods based on quadratic distances for transforms

A class of minimum-distance methods based on empirical transforms is considered. This class includes the minimum-chi-squared method, the K-L method for empirical characteristic functions, and the analogous method for empirical moment generating functions. Asymptotic properties of the minimum-distance estimators and goodness-of-fit test statistics are derived. A general analogue of the Rao-Robson statistic is formulated.